Job Description

You are joining our team within the Pricing & Analytics department who is looking for a Quant IT Equity Pricing for a internship of 6 months from January .

Your role supervised by your tutor is to restructure the XML flow generation procedure necessary for pricing by adapting C# programming towards a % C++ environment. This project allows you to deepen your knowledge on market products, market data, pricing and structured products.

In collaboration with your tutor, your main tasks will be:

Qualification and data comparison: Identify and evaluate the different market data needed, such as interest rates, exchange rates, forward rates, currency swaps, Spot Equity, flight pads, and correlations;

Improving pricing queries: Continuously optimize pricing queries, making any changes to the data structure or order to improve XML readability;

Exploration of the Sophis software package (Finast...